+65.5%
QBTS vs ITW
+52.4%
+13.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +1.3% | -0.7% | +2.1% | +1.6% |
| 30D | -19.0% | -8.3% | -10.7% | -16.7% |
| 3M | -29.5% | +6.0% | -35.5% | -31.5% |
| 6M | -11.2% | 0.0% | -11.1% | -12.1% |
| YTD | -35.8% | +10.2% | -46.0% | -38.9% |
| 1Y | +1.7% | +3.2% | -1.5% | -1.0% |
| 3Y | +1,470.1% | +21.0% | +1,449.1% | +1,349.8% |
| 5Y | +72.3% | +37.9% | +34.4% | +66.6% |
| All | +65.5% | +52.4% | +13.1% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling